SCHY Options History — May 2022

In May 2022, SCHY traded between $23.15 and $24.81. ATM implied volatility averaged 30.1%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 11.8% (HV 20d: 18.3%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 7.06.

Notable Days

2022-05-06: Highest Volume — 20 contracts
2022-05-11: Largest IV spike — 174.4% change
2022-05-11: Highest IV Rank — 50.9%
2022-05-09: Largest Expected Move — 14.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.07	$23.15	$24.81	$24.28	$24.59
Max Pain	$24.00	$24.00	$24.00	$24.00	$24.00
ATM IV	30.1%	12.7%	45.3%	16.3%	45.0%
Expected Move	9.9%	3.6%	14.8%	4.7%	12.9%
HV 20d	18.3%	11.6%	21.7%	11.6%	20.0%
HV 60d	17.3%	15.7%	18.5%	15.7%	16.5%
IV Rank	30.6%	7.3%	50.9%	12.1%	50.4%
IV Percentile	48.8%	5.7%	88.7%	10.2%	88.7%
Term Structure	-8.0%	-24.8%	17.7%	17.7%	-14.7%
VWIV	20.9%	19.7%	23.2%	23.2%	19.7%
Skew 25d	1.3%	-13.7%	11.7%	2.3%	0.3%
Skew 10d	1.7%	-14.1%	11.1%	-7.4%	2.1%
Call IV 25d	43.5%	16.7%	65.5%	20.1%	58.0%
Put IV 25d	44.8%	19.2%	68.2%	22.4%	58.3%
Bid-Ask Spread %	139.06	128.80	144.66	128.80	142.83
Gamma HHI	0.65	0.46	0.97	0.46	0.97
Net GEX	-4.2K	-14.8K	-1.9K	-2.8K	-2.9K
Net DEX	49.5K	35.9K	64.7K	42.9K	40.5K
Net VEX	-191	-219	-175	-214	-179
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.06	4.67	9.00	8.50	4.67
Total Volume	16.571	13	20	19	13
Total OI	40.476	30	46	40	30

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-05-02	$24.28	$24.00	16.3%	4.7%	11.6%	12.1%	23.2%	2.3%	17.7%	-2.8K	42.9K	-214	8.50	128.80	N/A	N/A	2	17	4	36
2022-05-03	$24.42	$24.00	16.9%	4.8%	11.8%	12.9%	19.8%	11.7%	15.1%	-3.8K	44.1K	-219	8.50	134.21	N/A	N/A	2	17	4	40
2022-05-04	$24.81	$24.00	12.7%	3.6%	13.5%	7.3%	19.7%	-12.3%	16.8%	-3.2K	35.9K	-218	8.50	134.01	N/A	N/A	2	17	4	40
2022-05-05	$24.11	$0.00	17.9%	11.0%	16.5%	14.3%	0.0%	2.4%	-12.3%	-3.7K	49.0K	-213	8.50	138.78	N/A	N/A	2	17	4	40
2022-05-06	$23.95	$0.00	15.0%	11.2%	16.4%	10.3%	0.0%	3.6%	-10.2%	-3.0K	46.3K	-210	9.00	139.35	N/A	N/A	2	18	4	40
2022-05-09	$23.52	$0.00	16.4%	14.8%	16.7%	12.3%	0.0%	2.6%	-16.6%	-3.5K	59.7K	-189	9.00	143.11	N/A	N/A	2	18	4	41
2022-05-10	$23.55	$0.00	16.5%	8.2%	16.9%	12.4%	0.0%	1.1%	-11.7%	-3.9K	61.2K	-190	9.00	137.10	N/A	N/A	2	18	4	41
2022-05-11	$23.48	$0.00	45.3%	13.0%	16.9%	50.9%	0.0%	2.9%	-15.3%	-1.9K	51.2K	-202	7.50	141.66	N/A	N/A	2	15	4	41
2022-05-12	$23.15	$0.00	38.5%	11.0%	16.8%	41.8%	0.0%	3.3%	-12.5%	-3.1K	64.7K	-178	7.00	137.64	N/A	N/A	2	14	4	41
2022-05-13	$23.67	$0.00	30.9%	8.9%	19.4%	31.7%	0.0%	4.1%	-9.7%	-5.3K	60.3K	-189	7.00	137.14	N/A	N/A	2	14	4	41
2022-05-16	$23.81	$0.00	36.8%	10.5%	19.7%	39.5%	0.0%	3.2%	-12.8%	-6.1K	58.5K	-182	4.67	143.06	N/A	N/A	3	14	4	41
2022-05-17	$24.18	$0.00	37.9%	10.9%	20.9%	41.1%	0.0%	3.0%	-12.4%	-3.1K	49.6K	-195	4.67	144.66	N/A	N/A	3	14	5	41
2022-05-18	$23.77	$0.00	27.4%	7.9%	21.3%	27.0%	0.0%	2.4%	-13.5%	-6.0K	59.0K	-178	4.67	141.24	N/A	N/A	3	14	5	41
2022-05-19	$23.90	$0.00	38.6%	11.1%	21.2%	41.9%	0.0%	2.8%	-7.6%	-9.2K	58.2K	-175	4.67	143.31	N/A	N/A	3	14	5	41
2022-05-20	$24.00	$0.00	32.6%	9.3%	21.1%	33.9%	0.0%	2.4%	-6.1%	-14.8K	54.7K	-175	4.67	134.67	N/A	N/A	3	14	5	41
2022-05-23	$24.34	$0.00	35.1%	10.1%	21.7%	37.2%	0.0%	1.3%	-8.3%	-2.6K	42.1K	-182	0.00	137.74	N/A	N/A	0	13	0	30
2022-05-24	$24.35	$0.00	34.3%	9.8%	20.5%	36.1%	0.0%	2.4%	-7.4%	-2.5K	41.8K	-181	0.00	137.64	N/A	N/A	0	13	0	30
2022-05-25	$24.45	$0.00	42.1%	12.1%	20.5%	46.7%	0.0%	1.3%	-10.9%	-2.6K	41.2K	-181	0.00	143.72	N/A	N/A	0	13	0	30
2022-05-26	$24.54	$0.00	34.3%	9.8%	20.3%	36.2%	0.0%	-13.7%	-24.8%	-2.4K	39.5K	-184	0.00	136.67	N/A	N/A	0	13	0	30
2022-05-27	$24.62	$0.00	42.0%	12.0%	20.2%	46.5%	0.0%	0.3%	-11.7%	-2.6K	39.4K	-183	0.00	142.97	N/A	N/A	0	13	0	30
2022-05-31	$24.59	$0.00	45.0%	12.9%	20.0%	50.4%	0.0%	0.3%	-14.7%	-2.9K	40.5K	-179	0.00	142.83	N/A	N/A	0	13	0	30